Another example of a non-linear time series with misleading linear properties
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504850210161904
Reference12 articles.
1. Analysing inflation by the fractionally integrated ARFIMA-GARCH model
2. Consumer Durables: Evidence on the Optimality of Usually Doing Nothing
3. Non-Linear Dynamics of Inflation in High Inflation Economies
4. Near-Rationality, Heterogeneity, and Aggregate Consumption
5. Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
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